The Federal Reserve Board eagle logo links to home page

 Financial Market Risk Premiums:
 Time Variation and Macroeconomic Links

July 21-22, 2005   Federal Reserve Board, Washington, D.C.

Risk premiums are a critical component of asset pricing relationships, summarizing the interaction among investor preferences, expected asset payoffs, and fundamental uncertainty. The Federal Reserve Board, as both a producer and consumer of risk premium measures, is an ideal facilitator of a wide-ranging discussion of the latest advances in this area. The conference program selected this year focuses on the equity risk premium, consumption risk, and market volatility.

Attendance at the conference is by invitation only.


Organizers

Paul Harrison, Federal Reserve Board    paul.harrison@frb.gov    202-452-3637
Steven N. Sharpe, Federal Reserve Board    steve.a.sharpe@frb.gov    202-452-2875
Hao Zhou, Federal Reserve Board    hao.zhou@frb.gov    202-452-3360

Media contact

Ben Hardaway    ben.c.hardaway@frb.gov    202-452-2955